From Debian:
Package: simutrans
Version: 121.0-1
Installed-Size: 5632
Maintainer: Debian Games Team <Pkg-games-devel@alioth-lists.debian.net>
Architecture: amd64
Depends: libbz2-1.0, libc6 (>= 2.29), libgcc-s1 (>= 3.0), libsdl2-2.0-0 (>= 2.0.10), libsdl2-mixer-2.0-0 (>= 2.0.2), libstdc++6 (>= 5.2), zlib1g (>= 1:1.1.4), simutrans-pak64 (>= 120.0.1), simutrans-data (= 121.0-1)
Whereas sdl-mixer on your Ubuntu system seems to be only 1.2. Maybe run "apt-get install libsdl2-mixer-2.0-0" and see if it fixes problem?